Hi Snieder,
Apologies for any confusion.
You need to keep The Events Calendar (our free, core plugin) installed and active. Events Calendar PRO should be installed like any other plugin and once activated you should be able to find a Licenses tab in the Events Settings page.
How is the procedure not to loose all data that’s already in?
You should not lose any data but it is a great idea to make a backup (and indeed backup regularly) and know how to restore those backups. Please also check out our New User Primer which covers installing and activating Events Calendar PRO:
https://theeventscalendar.com/support/documentation/events-calendar-pro-new-user-primer/
Does that help?